+3,419.6%
ILMN vs BLDR
+389.2%
+3,030.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.2% |
| 7D | -9.7% | -3.7% | -6.0% | -9.4% |
| 30D | -20.4% | +16.8% | -37.2% | -23.0% |
| 3M | +10.0% | -13.7% | +23.8% | +11.7% |
| 6M | +49.5% | -21.9% | +71.3% | +53.2% |
| YTD | +62.5% | -39.2% | +101.7% | +72.1% |
| 1Y | +76.0% | -42.6% | +118.6% | +88.0% |
| 3Y | +94.2% | -50.2% | +144.4% | +109.6% |
| 5Y | -46.3% | -7.0% | -39.3% | -48.2% |
| 10Y | +62.7% | +584.2% | -521.5% | +11.0% |
| All | +3,419.6% | +389.2% | +3,030.4% | +2,306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling